LearnerGuru![]() Member ![]() Posts: 29 Joined: 12/3/2009 ![]() | Hi Jim: Could you please direct or PM as mentioned below where on AOTC the smartsize and liquiturns are discussed on AOTC... Cannot seem to find it. Thank You in advance. ----------------- For years I've used a sizing method that takes Van's ideas, and adds some from Alex Elder, and a healthy dose of my own thoughts. It's become a key "edge" to my approach to trading (I call it "SmartSize"). Further to that, I've created a liquidity filter keyed to the position size likely to be taken in a security, to use in place of the typical "stocks with more than X shares/day". It measures how many times a day your SmartSize-d position moves through the volume of that day. I call this measure "LiquiTurns". |